-3.3%
ADSK vs STLA
-66.9%
+63.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -10.9% | -3.8% | -7.1% | -10.5% |
| 30D | -15.9% | -3.1% | -12.8% | -15.6% |
| 3M | -4.4% | -19.6% | +15.3% | -2.1% |
| 6M | -16.6% | -23.5% | +6.8% | -14.5% |
| YTD | -28.5% | -51.5% | +23.0% | -22.0% |
| 1Y | -34.6% | -39.7% | +5.0% | -32.2% |
| All | -3.3% | -66.9% | +63.6% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling